A majorization-minimization approach to variable selection using spike and slab priors (Q638812): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Enhancing sparsity by reweighted \(\ell _{1}\) minimization
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+Flexible Empirical Bayes Estimation for Wavelets
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+High-dimensional classification using features annealed independence rules
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Pathwise coordinate optimization
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+Calibration and empirical Bayes variable selection
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+Q4344410
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+Inference with normal-gamma prior distributions in regression problems
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+Bayesian lasso regression
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+Spike and Slab Gene Selection for Multigroup Microarray Data
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+Spike and slab variable selection: frequentist and Bayesian strategies
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+Empirical Bayes selection of wavelet thresholds
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+Asymptotics for Lasso-type estimators.
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+The Bayesian elastic net
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties
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+Q3998435
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+The Group Lasso for Logistic Regression
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+Relaxed Lasso
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+High-dimensional graphs and variable selection with the Lasso
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+Bayesian Variable Selection in Linear Regression
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+The Bayesian Lasso
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+Q4864293
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+Coordinate descent algorithms for lasso penalized regression
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+A majorization-minimization approach to variable selection using spike and slab priors
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+Model Selection and Estimation in Regression with Grouped Variables
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+On the Non-Negative Garrotte Estimator
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+Nearly unbiased variable selection under minimax concave penalty
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+One-step sparse estimates in nonconcave penalized likelihood models
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+On the adaptive elastic net with a diverging number of parameters
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